Steady-state invariance in high-order Runge-Kutta discretization of optimal growth models
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Publication:975892
DOI10.1016/J.JEDC.2010.03.006zbMATH Open1230.91128OpenAlexW2077376092MaRDI QIDQ975892FDOQ975892
Authors: Stefania Ragni, Fasma Diele, Carmela Marangi 
Publication date: 11 June 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.03.006
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Cites Work
- Runge-Kutta methods in optimal control and the transformed adjoint system
- Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control
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- Public Finance in Models of Economic Growth
- On Order Conditions for Partitioned Symplectic Methods
- Numerical solution of infinite-horizon optimal-control problems
- Solution of perfect foresight saddlepoint problems: a simple method and applications.
- Sympletic Runge--Kutta Shemes I: Order Conditions
- Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance
- A criterion for time aggregation in intertemporal dynamic models
- Temporal aggregation in a multi-sector economy with endogenous growth
- Optimal time aggregation of infinite horizon control problems
Cited In (8)
- A partial Hamiltonian approach for current value Hamiltonian systems
- ON THE SOLUTIONS OF THE LUCAS-UZAWA MODEL
- Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance
- High order disequilibrium growth dynamics: Theoretical aspects and numerical features
- A partial Lagrangian method for dynamical systems
- Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation
- Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control
- Optimal dynamics in a two-sector model with natural resources and foreign direct investments
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